| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Time in Market | 52.0% | 100.0% |
| Cumulative Return | 34.63% | 119.7% |
| Max Drawdown | -13.26% | -67.18% |
| Sharpe | 0.49 | 0.37 |
| Sortino | 0.76 | 0.54 |
| Payoff Ratio | 1.15 | 1.12 |
| Profit Factor | 1.14 | 1.06 |
| Common Sense Ratio | 1.25 | 1.04 |
| CPC Index | 0.63 | 0.61 |
| Tail Ratio | 1.09 | 0.98 |
| Outlier Win Ratio | 34.94 | 2.92 |
| Outlier Loss Ratio | 13.67 | 2.79 |
| Volatility (ann.) | 5.12% | 26.58% |
| R^2 | 0.3 | 0.3 |
| Calmar | 0.76 | 0.43 |
| Skew | 1.29 | 0.17 |
| Kurtosis | 49.62 | 6.33 |
| Expected Daily % | 0.01% | 0.02% |
| Expected Monthly % | 0.79% | 2.09% |
| Expected Yearly % | 7.72% | 21.75% |
| Kelly Criterion | 2.39% | 7.64% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -2.26% |
| Expected Shortfall (cVaR) | -0.43% | -2.26% |
| Year | BTCUSD | /tmp/h_ | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -58.73 | 17.39 | -0.30 | + |
| 2023 | 155.54 | 12.44 | 0.08 | - |
| 2024 | 121.00 | 9.13 | 0.08 | - |
| 2025 | -5.74 | -6.54 | 1.14 | - |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| MTD | 0.11% | 4.38% |
| 3M | -7.0% | -10.75% |
| 6M | -2.37% | 38.92% |
| YTD | -6.54% | -5.74% |
| 1Y | -1.04% | 25.9% |
| 3Y (ann.) | 7.66% | 25.65% |
| 5Y (ann.) | 10.07% | 28.92% |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Max Drawdown | -13.26% | -67.18% |
| Longest DD Days | 188.0 | 683.0 |
| Avg. Drawdown | -1.24% | -7.07% |
| Avg. Drawdown Days | 16.0 | 35.0 |
| Recovery Factor | 2.61 | 1.78 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-12-17 | 2025-03-26 | -13.26 | 98 |
| 2024-04-08 | 2024-10-14 | -7.12 | 188 |
| 2022-03-09 | 2022-03-27 | -4.87 | 18 |
| 2022-04-28 | 2022-07-19 | -4.70 | 81 |
| 2022-09-27 | 2023-02-01 | -4.68 | 127 |
| 2023-04-18 | 2023-10-15 | -3.71 | 180 |
| 2022-03-29 | 2022-04-28 | -3.52 | 29 |
| 2022-08-05 | 2022-09-09 | -3.32 | 34 |
| 2023-12-22 | 2024-02-26 | -2.97 | 66 |
| 2024-12-05 | 2024-12-16 | -2.03 | 11 |
| Metric | /tmp/h_ | BTCUSD |
|---|---|---|
| Best Day | 4.13% | 9.33% |
| Worst Day | -3.9% | -9.32% |
| Best Week | 6.4% | 35.75% |
| Worst Week | -4.13% | -29.64% |
| Best Month | 6.89% | 43.77% |
| Worst Month | -6.16% | -37.12% |
| Best Year | 17.39% | 155.54% |
| Worst Year | -6.54% | -58.73% |
| Avg. Up Day | 0.22% | 0.91% |
| Avg. Down Day | -0.2% | -0.81% |
| Avg. Up Week | 1.1% | 7.13% |
| Avg. Down Week | -0.74% | -4.62% |
| Avg. Up Month | 2.61% | 15.74% |
| Avg. Down Month | -2.83% | -9.26% |
| Win Days % | 47.88% | 51.13% |
| Win Month % | 63.16% | 60.53% |
| Win Week % | 51.61% | 48.8% |
| Win Quarter % | 76.92% | 53.85% |
| Win Year % | 75.0% | 50.0% |